Definition at line 74 of file GSLMCIntegrator.h.

Public Types
typedef double(*	GSLMonteFuncPointer) (double , size_t, void )

typedef MCIntegration::Type	Type

Public Member Functions
	GSLMCIntegrator (const char *type, double absTol, double relTol, unsigned int calls)
	constructor of GSL MCIntegrator.

	GSLMCIntegrator (MCIntegration::Type type=MCIntegration::kVEGAS, double absTol=-1, double relTol=-1, unsigned int calls=0)
	constructor of GSL MCIntegrator.

	~GSLMCIntegrator () override
	destructor

double	ChiSqr ()
	returns chi-squared per degree of freedom for the estimate of the integral in the Vegas algorithm

double	Error () const override
	return the estimate of the absolute Error of the last Integral calculation

std::unique_ptr< ROOT::Math::IOptions >	ExtraOptions () const
	get the specific options (for Vegas or Miser) in term of string- name.

MCIntegration::Type	GetType () const
	return the type (need to be called GetType to avoid a conflict with typedef)

const char *	GetTypeName () const
	return the name

double	Integral (const double a, const double b) override
	evaluate the integral using the previously defined function

double	Integral (const GSLMonteFuncPointer &f, unsigned int dim, double a, double b, void *p=nullptr)
	evaluate the Integral of a function f over the defined hypercube (a,b)

int	NEval () const override
	return number of function evaluations in calculating the integral (This is an fixed by the user)

ROOT::Math::IntegratorMultiDimOptions	Options () const override
	get the option used for the integration

double	Result () const override
	return the type of the integration used

void	SetAbsTolerance (double absTolerance) override
	set the desired absolute Error

void	SetExtraOptions (const ROOT::Math::IOptions &opt)
	Set the extra options for Vegas and Miser.

void	SetFunction (const IMultiGenFunction &f) override
	method to set the a generic integration function

void	SetFunction (GSLMonteFuncPointer f, unsigned int dim, void *p=nullptr)

void	SetGenerator (GSLRandomEngine &r)
	set random number generator

void	SetMode (MCIntegration::Mode mode)
	set integration mode for VEGAS method The possible MODE are : MCIntegration::kIMPORTANCE (default) : VEGAS will use importance sampling MCIntegration::kSTRATIFIED : VEGAS will use stratified sampling if certain condition are satisfied MCIntegration::kIMPORTANCE_ONLY : VEGAS will always use importance sampling

void	SetOptions (const ROOT::Math::IntegratorMultiDimOptions &opt) override
	set the integration options

void	SetParameters (const MiserParameters &p)
	set default parameters for MISER method

void	SetParameters (const VegasParameters &p)
	set default parameters for VEGAS method

void	SetRelTolerance (double relTolerance) override
	set the desired relative Error

void	SetType (MCIntegration::Type type)
	set integration method

void	SetTypeName (const char *typeName)
	set integration method using a name instead of an enumeration

double	Sigma ()
	set parameters for PLAIN method

int	Status () const override
	return the Error Status of the last Integral calculation

Public Member Functions inherited from ROOT::Math::VirtualIntegratorMultiDim
	~VirtualIntegratorMultiDim () override
	destructor: no operation

virtual ROOT::Math::IntegrationMultiDim::Type	Type () const
	return type of integrator

Public Member Functions inherited from ROOT::Math::VirtualIntegrator
virtual	~VirtualIntegrator ()
	destructor: no operation

Protected Member Functions
bool	CheckFunction ()

void	DoInitialize ()

Private Member Functions
	GSLMCIntegrator (const GSLMCIntegrator &)

GSLMCIntegrator &	operator= (const GSLMCIntegrator &)

Private Attributes
double	fAbsTol

unsigned int	fCalls

unsigned int	fDim

double	fError

bool	fExtGen

GSLMonteFunctionWrapper *	fFunction

double	fRelTol

double	fResult

GSLRngWrapper *	fRng

int	fStatus

MCIntegration::Type	fType

GSLMCIntegrationWorkspace *	fWorkspace

#include <Math/GSLMCIntegrator.h>

Inheritance diagram for ROOT::Math::GSLMCIntegrator:

[legend]

Member Typedef Documentation

◆ GSLMonteFuncPointer

typedef double(* ROOT::Math::GSLMCIntegrator::GSLMonteFuncPointer) (double *, size_t, void *)

Definition at line 141 of file GSLMCIntegrator.h.

◆ Type

typedef MCIntegration::Type ROOT::Math::GSLMCIntegrator::Type

Definition at line 78 of file GSLMCIntegrator.h.

Constructor & Destructor Documentation

◆ GSLMCIntegrator() [1/3]

ROOT::Math::GSLMCIntegrator::GSLMCIntegrator	(	MCIntegration::Type	type = MCIntegration::kVEGAS,
		double	absTol = -1,
		double	relTol = -1,
		unsigned int	calls = 0 )

explicit

constructor of GSL MCIntegrator.

VEGAS MC is set as default integration type

Parameters

type	type of integration. The possible types are defined in the MCIntegration::Type enumeration Default is VEGAS
absTol	desired absolute Error (this parameter is actually not used and it can be ignored. The tolerance is fixed by the number of given calls)
relTol	desired relative Error (this parameter is actually not used and it can be ignored. The tolerance is fixed by the number of given calls)
calls	maximum number of function calls

NOTE: When the default values are used , the options are taken from the static method of ROOT::Math::IntegratorMultiDimOptions

Definition at line 73 of file GSLMCIntegrator.cxx.

◆ GSLMCIntegrator() [2/3]

ROOT::Math::GSLMCIntegrator::GSLMCIntegrator	(	const char *	type,
		double	absTol,
		double	relTol,
		unsigned int	calls )

constructor of GSL MCIntegrator.

VEGAS MC is set as default integration type

Parameters

type	type of integration using a char * (required by plug-in manager)
absTol	desired absolute Error
relTol	desired relative Error
calls	maximum number of function calls

Definition at line 102 of file GSLMCIntegrator.cxx.

◆ ~GSLMCIntegrator()

ROOT::Math::GSLMCIntegrator::~GSLMCIntegrator ( )

override

destructor

Definition at line 133 of file GSLMCIntegrator.cxx.

◆ GSLMCIntegrator() [3/3]

ROOT::Math::GSLMCIntegrator::GSLMCIntegrator ( const GSLMCIntegrator & )

private

Definition at line 147 of file GSLMCIntegrator.cxx.

Member Function Documentation

◆ CheckFunction()

bool ROOT::Math::GSLMCIntegrator::CheckFunction ( )

protected

Definition at line 457 of file GSLMCIntegrator.cxx.

◆ ChiSqr()

double ROOT::Math::GSLMCIntegrator::ChiSqr ( )

returns chi-squared per degree of freedom for the estimate of the integral in the Vegas algorithm

Definition at line 439 of file GSLMCIntegrator.cxx.

◆ DoInitialize()

void ROOT::Math::GSLMCIntegrator::DoInitialize ( )

protected

Definition at line 401 of file GSLMCIntegrator.cxx.

◆ Error()

double ROOT::Math::GSLMCIntegrator::Error ( ) const

overridevirtual

return the estimate of the absolute Error of the last Integral calculation

Implements ROOT::Math::VirtualIntegrator.

Definition at line 253 of file GSLMCIntegrator.cxx.

◆ ExtraOptions()

std::unique_ptr< ROOT::Math::IOptions > ROOT::Math::GSLMCIntegrator::ExtraOptions ( ) const

get the specific options (for Vegas or Miser) in term of string- name.

return a new option object which is managed by user

This is for querying existing options and return object is managed by the user

Definition at line 484 of file GSLMCIntegrator.cxx.

◆ GetType()

MCIntegration::Type ROOT::Math::GSLMCIntegrator::GetType ( ) const

inline

return the type (need to be called GetType to avoid a conflict with typedef)

Definition at line 273 of file GSLMCIntegrator.h.

◆ GetTypeName()

const char * ROOT::Math::GSLMCIntegrator::GetTypeName ( ) const

return the name

Definition at line 466 of file GSLMCIntegrator.cxx.

◆ Integral() [1/2]

double ROOT::Math::GSLMCIntegrator::Integral	(	const double *	a,
		const double *	b )

overridevirtual

evaluate the integral using the previously defined function

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 182 of file GSLMCIntegrator.cxx.

◆ Integral() [2/2]

double ROOT::Math::GSLMCIntegrator::Integral	(	const GSLMonteFuncPointer &	f,
		unsigned int	dim,
		double *	a,
		double *	b,
		void *	p = nullptr )

evaluate the Integral of a function f over the defined hypercube (a,b)

Parameters

f	integration function. The function type must implement the mathlib::IGenFunction interface
dim	the dimension
a	lower value of the integration interval
b	upper value of the integration interval
p	pointer to parameter array

Definition at line 228 of file GSLMCIntegrator.cxx.

◆ NEval()

int ROOT::Math::GSLMCIntegrator::NEval ( ) const

inlineoverridevirtual

return number of function evaluations in calculating the integral (This is an fixed by the user)

Reimplemented from ROOT::Math::VirtualIntegrator.

Definition at line 195 of file GSLMCIntegrator.h.

◆ operator=()

GSLMCIntegrator & ROOT::Math::GSLMCIntegrator::operator= ( const GSLMCIntegrator & )

private

Definition at line 151 of file GSLMCIntegrator.cxx.

◆ Options()

ROOT::Math::IntegratorMultiDimOptions ROOT::Math::GSLMCIntegrator::Options ( ) const

overridevirtual

get the option used for the integration

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 473 of file GSLMCIntegrator.cxx.

◆ Result()

double ROOT::Math::GSLMCIntegrator::Result ( ) const

overridevirtual

return the type of the integration used

return the Result of the last Integral calculation

Implements ROOT::Math::VirtualIntegrator.

Definition at line 248 of file GSLMCIntegrator.cxx.

◆ SetAbsTolerance()

void ROOT::Math::GSLMCIntegrator::SetAbsTolerance ( double absTolerance )

overridevirtual

set the desired absolute Error

Implements ROOT::Math::VirtualIntegrator.

Definition at line 271 of file GSLMCIntegrator.cxx.

◆ SetExtraOptions()

void ROOT::Math::GSLMCIntegrator::SetExtraOptions ( const ROOT::Math::IOptions & opt )

Set the extra options for Vegas and Miser.

Definition at line 489 of file GSLMCIntegrator.cxx.

◆ SetFunction() [1/2]

void ROOT::Math::GSLMCIntegrator::SetFunction ( const IMultiGenFunction & f )

overridevirtual

method to set the a generic integration function

Parameters

f	integration function. The function type must implement the assignment operator, double operator() ( double x )

Implements ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 157 of file GSLMCIntegrator.cxx.

◆ SetFunction() [2/2]

void ROOT::Math::GSLMCIntegrator::SetFunction	(	GSLMonteFuncPointer	f,
		unsigned int	dim,
		void *	p = nullptr )

Definition at line 168 of file GSLMCIntegrator.cxx.

◆ SetGenerator()

void ROOT::Math::GSLMCIntegrator::SetGenerator ( GSLRandomEngine & r )

set random number generator

Definition at line 273 of file GSLMCIntegrator.cxx.

◆ SetMode()

void ROOT::Math::GSLMCIntegrator::SetMode ( MCIntegration::Mode mode )

set integration mode for VEGAS method The possible MODE are : MCIntegration::kIMPORTANCE (default) : VEGAS will use importance sampling MCIntegration::kSTRATIFIED : VEGAS will use stratified sampling if certain condition are satisfied MCIntegration::kIMPORTANCE_ONLY : VEGAS will always use importance sampling

Definition at line 331 of file GSLMCIntegrator.cxx.

◆ SetOptions()

void ROOT::Math::GSLMCIntegrator::SetOptions ( const ROOT::Math::IntegratorMultiDimOptions & opt )

overridevirtual

set the integration options

Reimplemented from ROOT::Math::VirtualIntegratorMultiDim.

Definition at line 347 of file GSLMCIntegrator.cxx.

◆ SetParameters() [1/2]

void ROOT::Math::GSLMCIntegrator::SetParameters ( const MiserParameters & p )

set default parameters for MISER method

Definition at line 387 of file GSLMCIntegrator.cxx.

◆ SetParameters() [2/2]

void ROOT::Math::GSLMCIntegrator::SetParameters ( const VegasParameters & p )

set default parameters for VEGAS method

Definition at line 374 of file GSLMCIntegrator.cxx.

◆ SetRelTolerance()

void ROOT::Math::GSLMCIntegrator::SetRelTolerance ( double relTolerance )

overridevirtual

set the desired relative Error

Implements ROOT::Math::VirtualIntegrator.

Definition at line 266 of file GSLMCIntegrator.cxx.

◆ SetType()

void ROOT::Math::GSLMCIntegrator::SetType ( MCIntegration::Type type )

set integration method

Definition at line 280 of file GSLMCIntegrator.cxx.

◆ SetTypeName()

void ROOT::Math::GSLMCIntegrator::SetTypeName ( const char * typeName )

set integration method using a name instead of an enumeration

Definition at line 306 of file GSLMCIntegrator.cxx.

◆ Sigma()

double ROOT::Math::GSLMCIntegrator::Sigma ( )

set parameters for PLAIN method

returns the error sigma from the last iteration of the Vegas algorithm

Definition at line 419 of file GSLMCIntegrator.cxx.

◆ Status()

int ROOT::Math::GSLMCIntegrator::Status ( ) const

overridevirtual

return the Error Status of the last Integral calculation

Implements ROOT::Math::VirtualIntegrator.

Definition at line 258 of file GSLMCIntegrator.cxx.

Member Data Documentation

◆ fAbsTol

double ROOT::Math::GSLMCIntegrator::fAbsTol

private

Definition at line 315 of file GSLMCIntegrator.h.

◆ fCalls

unsigned int ROOT::Math::GSLMCIntegrator::fCalls

private

Definition at line 314 of file GSLMCIntegrator.h.

◆ fDim

unsigned int ROOT::Math::GSLMCIntegrator::fDim

private

Definition at line 313 of file GSLMCIntegrator.h.

◆ fError

double ROOT::Math::GSLMCIntegrator::fError

private

Definition at line 321 of file GSLMCIntegrator.h.

◆ fExtGen

bool ROOT::Math::GSLMCIntegrator::fExtGen

private

Definition at line 323 of file GSLMCIntegrator.h.

◆ fFunction

GSLMonteFunctionWrapper* ROOT::Math::GSLMCIntegrator::fFunction

private

Definition at line 327 of file GSLMCIntegrator.h.

◆ fRelTol

double ROOT::Math::GSLMCIntegrator::fRelTol

private

Definition at line 316 of file GSLMCIntegrator.h.

◆ fResult

double ROOT::Math::GSLMCIntegrator::fResult

private

Definition at line 320 of file GSLMCIntegrator.h.

◆ fRng

GSLRngWrapper* ROOT::Math::GSLMCIntegrator::fRng

private

Definition at line 311 of file GSLMCIntegrator.h.

◆ fStatus

int ROOT::Math::GSLMCIntegrator::fStatus

private

Definition at line 322 of file GSLMCIntegrator.h.

◆ fType

MCIntegration::Type ROOT::Math::GSLMCIntegrator::fType

private

Definition at line 309 of file GSLMCIntegrator.h.

◆ fWorkspace

GSLMCIntegrationWorkspace* ROOT::Math::GSLMCIntegrator::fWorkspace

private

Definition at line 326 of file GSLMCIntegrator.h.

Libraries for ROOT::Math::GSLMCIntegrator:

[legend]

The documentation for this class was generated from the following files:

math/mathmore/inc/Math/GSLMCIntegrator.h
math/mathmore/src/GSLMCIntegrator.cxx

Public Types

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Member Typedef Documentation

◆ GSLMonteFuncPointer

◆ Type

Constructor & Destructor Documentation

◆ GSLMCIntegrator() [1/3]

◆ GSLMCIntegrator() [2/3]

◆ ~GSLMCIntegrator()

◆ GSLMCIntegrator() [3/3]

Member Function Documentation

◆ CheckFunction()

◆ ChiSqr()

◆ DoInitialize()

◆ Error()

◆ ExtraOptions()

◆ GetType()

◆ GetTypeName()

◆ Integral() [1/2]

◆ Integral() [2/2]

◆ NEval()

◆ operator=()

◆ Options()

◆ Result()

◆ SetAbsTolerance()

◆ SetExtraOptions()

◆ SetFunction() [1/2]

◆ SetFunction() [2/2]

◆ SetGenerator()

◆ SetMode()

◆ SetOptions()

◆ SetParameters() [1/2]

◆ SetParameters() [2/2]

◆ SetRelTolerance()

◆ SetType()

◆ SetTypeName()

◆ Sigma()

◆ Status()

Member Data Documentation

◆ fAbsTol

◆ fCalls

◆ fDim

◆ fError

◆ fExtGen

◆ fFunction

◆ fRelTol

◆ fResult

◆ fRng

◆ fStatus

◆ fType

◆ fWorkspace